I don't understand how this idea is so widespread, other then that their marketing actually works (which is sort of shocking.) It goes like this:

95% of business applications are simple CRUD front-ends over databases. The windows story 10 years ago for building these simple "Forms over data" applications is still well beyond anything available on other platforms. Because of that, writing software for business is cheaper and easier on windows then any other platforms.

There are other things at play, but this is where it all comes back to, windows has always been the platform of choice for businesses because it makes the most sense. Everything else, from office/exchange to gaming and directx are completely secondary to why it has market dominance. As long as they have the best story for business software, they will have the business market, and as long as they have that, everything else sort of filters down.